+4.1%
EWZ vs WSM
+34.5%
-30.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.3% |
| 7D | +1.4% | +0.9% | +0.5% | +1.2% |
| 30D | -25.1% | +8.6% | -33.7% | -26.5% |
| 3M | -7.7% | +4.2% | -12.0% | -8.6% |
| 6M | -15.8% | +44.6% | -60.5% | -23.7% |
| YTD | +3.6% | +48.5% | -44.9% | -4.7% |
| All | +4.1% | +34.5% | -30.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling